// Copyright Nick Thompson 2017. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. // (See accompanying file LICENSE_1_0.txt // or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_SPECIAL_LEGENDRE_STIELTJES_HPP #define BOOST_MATH_SPECIAL_LEGENDRE_STIELTJES_HPP /* * Constructs the Legendre-Stieltjes polynomial of degree m. * The Legendre-Stieltjes polynomials are used to create extensions for Gaussian quadratures, * commonly called "Gauss-Konrod" quadratures. * * References: * Patterson, TNL. "The optimum addition of points to quadrature formulae." Mathematics of Computation 22.104 (1968): 847-856. */ #include #include #include #include namespace boost{ namespace math{ template class legendre_stieltjes { public: legendre_stieltjes(size_t m) { if (m == 0) { throw std::domain_error("The Legendre-Stieltjes polynomial is defined for order m > 0.\n"); } m_m = m; std::ptrdiff_t n = m - 1; std::ptrdiff_t q; std::ptrdiff_t r; bool odd = n & 1; if (odd) { q = 1; r = (n-1)/2 + 2; } else { q = 0; r = n/2 + 1; } m_a.resize(r + 1); // We'll keep the ones-based indexing at the cost of storing a superfluous element // so that we can follow Patterson's notation exactly. m_a[r] = static_cast(1); // Make sure using the zero index is a bug: m_a[0] = std::numeric_limits::quiet_NaN(); for (std::ptrdiff_t k = 1; k < r; ++k) { Real ratio = 1; m_a[r - k] = 0; for (std::ptrdiff_t i = r + 1 - k; i <= r; ++i) { // See Patterson, equation 12 std::ptrdiff_t num = (n - q + 2*(i + k - 1))*(n + q + 2*(k - i + 1))*(n-1-q+2*(i-k))*(2*(k+i-1) -1 -q -n); std::ptrdiff_t den = (n - q + 2*(i - k))*(2*(k + i - 1) - q - n)*(n + 1 + q + 2*(k - i))*(n - 1 - q + 2*(i + k)); ratio *= static_cast(num)/static_cast(den); m_a[r - k] -= ratio*m_a[i]; } } } Real norm_sq() const { Real t = 0; bool odd = m_m & 1; for (size_t i = 1; i < m_a.size(); ++i) { if(odd) { t += 2*m_a[i]*m_a[i]/static_cast(4*i-1); } else { t += 2*m_a[i]*m_a[i]/static_cast(4*i-3); } } return t; } Real operator()(Real x) const { // Trivial implementation: // Em += m_a[i]*legendre_p(2*i - 1, x); m odd // Em += m_a[i]*legendre_p(2*i - 2, x); m even size_t r = m_a.size() - 1; Real p0 = 1; Real p1 = x; Real Em; bool odd = m_m & 1; if (odd) { Em = m_a[1]*p1; } else { Em = m_a[1]*p0; } unsigned n = 1; for (size_t i = 2; i <= r; ++i) { std::swap(p0, p1); p1 = boost::math::legendre_next(n, x, p0, p1); ++n; if (!odd) { Em += m_a[i]*p1; } std::swap(p0, p1); p1 = boost::math::legendre_next(n, x, p0, p1); ++n; if(odd) { Em += m_a[i]*p1; } } return Em; } Real prime(Real x) const { Real Em_prime = 0; for (size_t i = 1; i < m_a.size(); ++i) { if(m_m & 1) { Em_prime += m_a[i]*detail::legendre_p_prime_imp(2*i - 1, x, policies::policy<>()); } else { Em_prime += m_a[i]*detail::legendre_p_prime_imp(2*i - 2, x, policies::policy<>()); } } return Em_prime; } std::vector zeros() const { using boost::math::constants::half; std::vector stieltjes_zeros; std::vector legendre_zeros = legendre_p_zeros(m_m - 1); int k; if (m_m & 1) { stieltjes_zeros.resize(legendre_zeros.size() + 1, std::numeric_limits::quiet_NaN()); stieltjes_zeros[0] = 0; k = 1; } else { stieltjes_zeros.resize(legendre_zeros.size(), std::numeric_limits::quiet_NaN()); k = 0; } while (k < (int)stieltjes_zeros.size()) { Real lower_bound; Real upper_bound; if (m_m & 1) { lower_bound = legendre_zeros[k - 1]; if (k == (int)legendre_zeros.size()) { upper_bound = 1; } else { upper_bound = legendre_zeros[k]; } } else { lower_bound = legendre_zeros[k]; if (k == (int)legendre_zeros.size() - 1) { upper_bound = 1; } else { upper_bound = legendre_zeros[k+1]; } } // The root bracketing is not very tight; to keep weird stuff from happening // in the Newton's method, let's tighten up the tolerance using a few bisections. boost::math::tools::eps_tolerance tol(6); auto g = [&](Real t) { return this->operator()(t); }; auto p = boost::math::tools::bisect(g, lower_bound, upper_bound, tol); Real x_nk_guess = p.first + (p.second - p.first)*half(); boost::uintmax_t number_of_iterations = 500; auto f = [&] (Real x) { Real Pn = this->operator()(x); Real Pn_prime = this->prime(x); return std::pair(Pn, Pn_prime); }; const Real x_nk = boost::math::tools::newton_raphson_iterate(f, x_nk_guess, p.first, p.second, 2*std::numeric_limits::digits10, number_of_iterations); BOOST_ASSERT(p.first < x_nk); BOOST_ASSERT(x_nk < p.second); stieltjes_zeros[k] = x_nk; ++k; } return stieltjes_zeros; } private: // Coefficients of Legendre expansion std::vector m_a; int m_m; }; }} #endif